April 26, 2017 / 11:02 AM / 4 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.69 pct

  Apr 26 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.69 percent on
Wednesday compared with 6.72 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.20 percent on Wednesday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(31/05/17)   29.25/30.75    05.05/05.31   06.07/06.33
  2M(30/06/17)   56.75/58.75    05.14/05.32   06.20/06.38
  3M(31/07/17)   85.00/87.00    05.16/05.28   06.36/06.48
  6M(31/10/17)  167.50/169.50   05.14/05.20   06.62/06.69
  1Y(27/04/18)  328.00/330.00   05.14/05.17   07.04/07.07
    Spot rate : 1$ = 64.0013 rupees (Source - RBI reference
rate from Thomson Reuters page                     
    Note: Figures in brackets indicate negative values.
    The US Dollar LIBOR rates are published by the British
Bankers' Association and sourced from the Thomson Reuters page
          .
    The implied benchmark rates will be available on Thomson Reuters
pages by typing          or            followed by the ENTER key
or double-clicking         ,           .
    Refer to Thomson Reuters page            for the calculation
methodology.
    FIMMDA refers to Fixed Income Money Market and Derivatives
Association of India.
  
($1=0)

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